Search Results - "Radul, Alexey"
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1
Killer Problems
Published in The American mathematical monthly (01-12-2012)“…This is a special collection of problems that were given to select applicants during oral entrance exams to the Department of Mechanics and Mathematics of…”
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2
Aronnax: An idealised isopycnal ocean model
Published in Journal of open source software (15-06-2018)Get full text
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3
The Base Measure Problem and its Solution
Published 06-10-2020“…Probabilistic programming systems generally compute with probability density functions, leaving the base measure of each such function implicit. This mostly…”
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4
The Foil: Capture-Avoiding Substitution With No Sharp Edges
Published 10-10-2022“…Correctly manipulating program terms in a compiler is surprisingly difficult because of the need to avoid name capture. The rapier from "Secrets of the Glasgow…”
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5
You Only Linearize Once: Tangents Transpose to Gradients
Published 22-04-2022“…Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are…”
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6
FunMC: A functional API for building Markov Chains
Published 14-01-2020“…Constant-memory algorithms, also loosely called Markov chains, power the vast majority of probabilistic inference and machine learning applications today. A…”
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7
Decomposing reverse-mode automatic differentiation
Published 19-05-2021“…We decompose reverse-mode automatic differentiation into (forward-mode) linearization followed by transposition. Doing so isolates the essential difference…”
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8
Getting to the Point. Index Sets and Parallelism-Preserving Autodiff for Pointful Array Programming
Published 12-04-2021“…We present a novel programming language design that attempts to combine the clarity and safety of high-level functional languages with the efficiency and…”
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Automatically Batching Control-Intensive Programs for Modern Accelerators
Published 23-10-2019“…We present a general approach to batching arbitrary computations for accelerators such as GPUs. We show orders-of-magnitude speedups using our method on the No…”
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Confusion of Tagged Perturbations in Forward Automatic Differentiation of Higher-Order Functions
Published 29-06-2019“…Forward Automatic Differentiation (AD) is a technique for augmenting programs to compute derivatives. The essence of Forward AD is to attach perturbations to…”
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Jewish Problems
Published 07-10-2011“…published as "KIller Problems" in The American Matheamtical Monthly Vol. 119, No. 10 (2012), pp815-82 This is a special collection of problems that were given…”
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Time Series Structure Discovery via Probabilistic Program Synthesis
Published 21-11-2016“…There is a widespread need for techniques that can discover structure from time series data. Recently introduced techniques such as Automatic Bayesian…”
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Simple, Distributed, and Accelerated Probabilistic Programming
Published 05-11-2018“…We describe a simple, low-level approach for embedding probabilistic programming in a deep learning ecosystem. In particular, we distill probabilistic…”
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14
Probabilistic programs for inferring the goals of autonomous agents
Published 17-04-2017“…Intelligent systems sometimes need to infer the probable goals of people, cars, and robots, based on partial observations of their motion. This paper…”
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15
Probabilistic Programming with Gaussian Process Memoization
Published 17-12-2015“…Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their…”
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Automatic differentiation in machine learning: a survey
Published 19-02-2015“…Atilim Gunes Baydin, Barak A. Pearlmutter, Alexey Andreyevich Radul, Jeffrey Mark Siskind. Automatic differentiation in machine learning: a survey. The Journal…”
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17
Baron Munchhausen's Sequence
Published 17-03-2010“…Journal of Integer Sequences, v.13 (2010), Article 10.8.7 We investigate a coin-weighing puzzle that appeared in the all-Russian math Olympiad in 2000. We…”
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AD in Fortran, Part 2: Implementation via Prepreprocessor
Published 08-03-2012“…Recent Advances in Algorithmic Differentiation, Springer Lecture Notes in Computational Science and Engineering volume 87, 2012, ISBN 978-3-642-30022-6, pages…”
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AD in Fortran, Part 1: Design
Published 07-03-2012“…We propose extensions to Fortran which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of…”
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